Recently I found a problem which asks:
Does there exists a differentiable function f on R whose derived function f′ is discontinuous on Q and continuous elsewhere?
More generally given any Fσ set ,does there exist a differentiable function on R whose derivative has discontinuity only on that set and continuous elsewhere?
I attempted to make a function whose derivative f′(x)=t(x) where t(x) is the extended thomae function(thomae function extended for R instead of [0,1]).
But my question is does the function t(x) have an antiderivative on R?
I have not yet studied Riemann integrability,so I cannot conclude anything about it.
Answer
Yes:
Start with the standard h(t)={t2sin(1/t),(t≠0),0,(t=0). So h is differentiable and h′ is continuous except at 0. Since h′ is locally bounded there exists a differentiable function g with g(t)=h(t) for |t|≤1 and such that g and g′ are bounded.
Say Q={r1,r2,…}. Let f(t)=∑2−ng(t−rn).It follows that f is differentiable and f′(t)=∑2−ng′(t−rn),since the last sum is uniformly convergent (cf. baby Rudin Thm 7.17.). It's clear that f′ is continuous at t if t is irrational, again by uniform convergence.
And f′ is discontinuous at t if t is rational. Details for that: Say t=rn. Write f=f1+f2,where f1(t)=2−ng(t−rn).Then as above, uniform convergence shows that f′2 is continuous at rn; since f′1 is discontinuous there so is f.
Note
No, the Thomae function f does not have an antiderivative. But there's a major gap in the explanation for this in various comments: It's clear that if g(y)−g(x)=∫yxf then g is constant, hence g′≠f. But it's not clear why g′=f would imply g(x)−g(y)=∫xyf, since after all f is not continuous. Possibly one could justify this using some fancy version of FTC.
Edit. In fact it's easy to show that if g is differentiable and g′ is Riemann integrable then g(x)−g(y)=∫xyg′; I was forgetting this. So the argument in those comments is fine, although probably someone might have mentioned the bit about Riemann integrability.
Anyway, there's a simple argument without FTC:
The point being that although a derivative need not be continuous, it can't be "too discontinuous". For example it's well known that a derivative cannot have a jump discontinuity. That's not quite enough here, but:
Lemma. If g:R→R is differentiable then lim sup.
Proof: It's an easy exercise from the definitions to show there exists a sequence t_n decreasing to zero such that \frac{g(t_n)-g(t_{n+1})}{t_n-t_{n+1}}\to g'(0).So MVT shows here exists a sequence s_n\to0 (with s_n>0) such that g'(s_n)\to g'(0).
Otoh if f is the Thomae function then $$\limsup_{t\to0}f(t)
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